重叠 发表于 2025-3-28 18:19:17
http://reply.papertrans.cn/43/4262/426112/426112_41.pngindoctrinate 发表于 2025-3-28 21:33:46
http://reply.papertrans.cn/43/4262/426112/426112_42.png收集 发表于 2025-3-29 00:13:59
http://reply.papertrans.cn/43/4262/426112/426112_43.pngCostume 发表于 2025-3-29 03:45:15
Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility,olatilities of asset’s log-returns are governed by a second-order Markov chain in discrete time. WHMM enriches the usual HMM by incorporating more information from the past thereby capturing presence of memory in the underlying market state. A filtering technique in conjunction with the Expectation-弄污 发表于 2025-3-29 09:26:16
http://reply.papertrans.cn/43/4262/426112/426112_45.png